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Many real-world applications demand accurate and fast predictions, as well as reliable uncertainty estimates. However, quantifying uncertainty on high-dimensional predictions is still a severely under-investigated problem, especially when…

Computational Engineering, Finance, and Science · Computer Science 2025-02-04 Saurabh Deshpande , Hussein Rappel , Mark Hobbs , Stéphane P. A. Bordas , Jakub Lengiewicz

Recent works on Bayesian neural networks (BNNs) have highlighted the need to better understand the implications of using Gaussian priors in combination with the compositional structure of the network architecture. Similar in spirit to the…

Machine Learning · Computer Science 2021-10-29 Lorenzo Noci , Gregor Bachmann , Kevin Roth , Sebastian Nowozin , Thomas Hofmann

We propose a parameter efficient Bayesian layer for hierarchical convolutional Gaussian Processes that incorporates Gaussian Processes operating in Wasserstein-2 space to reliably propagate uncertainty. This directly replaces convolving…

Machine Learning · Statistics 2021-04-29 Sebastian G. Popescu , David J. Sharp , James H. Cole , Konstantinos Kamnitsas , Ben Glocker

Gaussian processes (GPs) are powerful but computationally expensive machine learning models, requiring an estimate of the kernel covariance matrix for every prediction. In large and complex domains, such as graphs, sets, or images, the…

Machine Learning · Computer Science 2022-04-22 Alessandro Tibo , Thomas Dyhre Nielsen

Gaussian processes (GPs) provide flexible distributions over functions, with inductive biases controlled by a kernel. However, in many applications Gaussian processes can struggle with even moderate input dimensionality. Learning a low…

Machine Learning · Computer Science 2020-01-01 Ian A. Delbridge , David S. Bindel , Andrew Gordon Wilson

Due to their flexibility, Gaussian processes (GPs) have been widely used in nonparametric function estimation. A prior information about the underlying function is often available. For instance, the physical system (computer model output)…

Methodology · Statistics 2017-11-21 Hassan Maatouk

We describe algorithms for learning Bayesian networks from a combination of user knowledge and statistical data. The algorithms have two components: a scoring metric and a search procedure. The scoring metric takes a network structure,…

Artificial Intelligence · Computer Science 2021-06-29 Dan Geiger , David Heckerman

One major impediment to the wider use of deep learning for clinical decision making is the difficulty of assigning a level of confidence to model predictions. Currently, deep Bayesian neural networks and sparse Gaussian processes are the…

Beyond their origin in modeling many-body quantum systems, tensor networks have emerged as a promising class of models for solving machine learning problems, notably in unsupervised generative learning. While possessing many desirable…

Machine Learning · Computer Science 2024-07-26 Alex Meiburg , Jing Chen , Jacob Miller , Raphaëlle Tihon , Guillaume Rabusseau , Alejandro Perdomo-Ortiz

Deep neural networks (DNNs) in the infinite width/channel limit have received much attention recently, as they provide a clear analytical window to deep learning via mappings to Gaussian Processes (GPs). Despite its theoretical appeal, this…

Machine Learning · Computer Science 2021-06-09 Gadi Naveh , Zohar Ringel

This paper presents a unified treatment of Gaussian process models that extends to data from the exponential dispersion family and to survival data. Our specific interest is in the analysis of data sets with predictors that have an a priori…

Methodology · Statistics 2011-06-17 Terrance Savitsky , Marina Vannucci , Naijun Sha

There has recently been much work on the "wide limit" of neural networks, where Bayesian neural networks (BNNs) are shown to converge to a Gaussian process (GP) as all hidden layers are sent to infinite width. However, these results do not…

Machine Learning · Statistics 2020-07-07 Devanshu Agrawal , Theodore Papamarkou , Jacob Hinkle

Gaussian Processes (GPs) can be used as flexible, non-parametric function priors. Inspired by the growing body of work on Normalizing Flows, we enlarge this class of priors through a parametric invertible transformation that can be made…

Machine Learning · Computer Science 2021-02-26 Juan Maroñas , Oliver Hamelijnck , Jeremias Knoblauch , Theodoros Damoulas

In this paper we introduce deep Gaussian process (GP) models. Deep GPs are a deep belief network based on Gaussian process mappings. The data is modeled as the output of a multivariate GP. The inputs to that Gaussian process are then…

Machine Learning · Statistics 2013-03-26 Andreas C. Damianou , Neil D. Lawrence

We propose a novel deep learning paradigm of differential flows that learn a stochastic differential equation transformations of inputs prior to a standard classification or regression function. The key property of differential Gaussian…

Machine Learning · Computer Science 2018-10-16 Pashupati Hegde , Markus Heinonen , Harri Lähdesmäki , Samuel Kaski

We give a proof that, under relatively mild conditions, fully-connected feed-forward deep random neural networks converge to a Gaussian mixture distribution as only the width of the last hidden layer goes to infinity. We conducted…

Machine Learning · Statistics 2022-04-27 Yasuhiko Asao , Ryotaro Sakamoto , Shiro Takagi

This paper proposes a novel method for deep learning based on the analytical convolution of multidimensional Gaussian mixtures. In contrast to tensors, these do not suffer from the curse of dimensionality and allow for a compact…

Machine Learning · Computer Science 2022-02-21 Adam Celarek , Pedro Hermosilla , Bernhard Kerbl , Timo Ropinski , Michael Wimmer

Characterizing how neural network depth, width, and dataset size jointly impact model quality is a central problem in deep learning theory. We give here a complete solution in the special case of linear networks with output dimension one…

Machine Learning · Statistics 2023-05-16 Boris Hanin , Alexander Zlokapa

Despite the effectiveness of multitask deep neural network (MTDNN), there is a limited theoretical understanding on how the information is shared across different tasks in MTDNN. In this work, we establish a formal connection between MTDNN…

Machine Learning · Computer Science 2019-12-13 Karthikeyan K , Shubham Kumar Bharti , Piyush Rai

The correlation length-scale next to the noise variance are the most used hyperparameters for the Gaussian processes. Typically, stationary covariance functions are used, which are only dependent on the distances between input points and…

Machine Learning · Computer Science 2017-10-30 Kevin Cremanns , Dirk Roos